Honestly, I'd have to say I'm still in that "hardest period".
I think because I'm sort of the first of my "type" to do this, there's a lot of misunderstandings on etiquette. I outlined in previous posts about disrespect from some producers. They don't see your value, in what you can contribute... or they try to "keep you for themselves" and give you ultimatums rather than giving you the option of whether you want to stay exclusive to them.
Ah yes, and let's not forget the double standards... I remember a year ago I applied to have an artist profile on Partyflock. They told me they did not consider me a "real artist".... funnily enough, they didn't answer my question on how someone with two CD players in their bedroom is considered more of an artist than someone actively releasing. Senseless bullshit.
In the beginning, I made a lot of tracks that went on to become hits, but my name was left out of the title. This severely affected me, because those were major sources of promotion. As a result, I didn't quite become the "house hold name", and nobody took me seriously as a stage artist.
Now-a-days, I have the pull and respect where I can pick and choose where my name will appear, whether it is an anthem or working with a top artist. That was one major privilege that I worked hard to earn, and it took a good 3 - 4 years to get there. Luckily, now other vocalists can benefit from this.
Then, of course, transitioning to a stage artist. It's frustrating, because people kind of sit around with thumbs up their asses, overlooking you despite the fact you have made it quite apparent that you want to do stage shows/etc. Then you get the whole: "well, if you're in the area we'll see what we can do". It's these sort of things that are frustrating to deal with, especially when you have some of the biggest names in the scene requesting to work live with you, and have you put on the line-up.
Or, you're contacted, groomed, hyped up, and built up for a booking for months, only for them to turn around and not book you entirely for some bullshit excuse that they could have easily told you ahead of time.
It's expensive to pay out of your own pocket for uncertain things. In fact, it costs me thousands of dollars to simply stay out there for a month (I did that twice). For non-paying work, or uncertain/unofficial bookings, it's a severe blow to the financials... not only does it take a year of saving, working a full-time job (I was working 3 jobs, including my music), but it cuts in to music time. And at the end of it all, if you come back without making any money, you start to think back like "yeah, I could have taken that $7,000 and put it towards a studio upgrade, or I could have put it towards paying off my car".
However, for an agency or a label, it's pennies. They cover your expenses, and then they can put you to work 2 or 3 days a week at the label, or place you on line-ups and take a cut from your fee. The whole point of the %% they take away from you is mostly to reinvest back in to the artist.
When you look at things that way, and you look that they will happily develop some other random person, all expenses paid, you kind of take a look at things and doubt yourself. It's a huge demotivator, and a major slap to your self-esteem because it sort of starts to come across as: "they don't want ME", and you take it a bit personal. It's really, really hard not to.
sic transit gloria mundi